In a dark interview with Rolling Stone, the 28-year-old appears to confirm recent reports of a positive test for the drug and opens up on the depression keeping him out of the ring.
Fury has not fought since taking Wladimir Klitschko’s heavyweight belts off him last November, with their proposed rematch now cancelled twice at Fury’s request.
Injury was cited the first time and ahead of an October 29 date Fury was declared “medically unfit”, with many in the boxing world fearing for his mental well-being.
Furthermore, on Monday he wrote on his Twitter account that he had retired, only to reverse the decision within three hours.
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There had been no comment from Fury’s camp on the cocaine reports - said to have come from a test done by the Voluntary Anti-Doping Association - but the fighter himself appears to have confirmed them to Rolling Stone.
In an interview the magazine says was conducted on Monday and before his retirement U-turn, Fury says: “Listen, I’ve done a lot of things in my life. I’ve done lots of cocaine. Lots of it.
“Why shouldn’t I take cocaine? It’s my life isn’t it? I can do what I want. Yeah, I have done cocaine. Plenty of people have done cocaine as well.”
Going on to explain why the fight has been called off again, he added: “I’ve not been in a gym for months. I’ve not been training. I’ve been going through depression. I just don’t want to live any more, if you know what I’m saying.”